-8.9%
JD vs FIVE
+63.0%
-71.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.2% |
| 7D | -4.0% | +2.4% | -6.5% | -4.2% |
| 30D | +2.7% | +15.8% | -13.2% | +1.1% |
| 3M | -13.0% | +3.8% | -16.8% | -13.4% |
| 6M | -12.7% | +18.5% | -31.2% | -15.2% |
| YTD | -0.8% | +31.2% | -32.0% | -7.2% |
| 1Y | -8.9% | +61.8% | -70.7% | -18.3% |
| All | -8.9% | +63.0% | -71.9% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling